SLF.TO vs. ATD.TO
Compare and contrast key facts about Sun Life Financial Inc. (SLF.TO) and Alimentation Couche-Tard Inc. (ATD.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLF.TO or ATD.TO.
Key characteristics
| SLF.TO | ATD.TO | |
|---|---|---|
| YTD Return | 24.08% | -0.83% |
| 1Y Return | 31.67% | -1.29% |
| 3Y Return (Ann) | 9.78% | 16.02% |
| 5Y Return (Ann) | 10.66% | 14.88% |
| 10Y Return (Ann) | 11.59% | 15.03% |
| Sharpe Ratio | 2.20 | -0.03 |
| Sortino Ratio | 2.94 | 0.10 |
| Omega Ratio | 1.44 | 1.01 |
| Calmar Ratio | 2.75 | -0.01 |
| Martin Ratio | 7.06 | -0.08 |
| Ulcer Index | 4.71% | 8.67% |
| Daily Std Dev | 15.14% | 21.38% |
| Max Drawdown | -71.53% | -100.00% |
| Current Drawdown | -0.21% | -99.99% |
Fundamentals
| SLF.TO | ATD.TO | |
|---|---|---|
| Market Cap | CA$47.54B | CA$73.02B |
| EPS | CA$6.12 | CA$3.88 |
| PE Ratio | 13.47 | 19.85 |
| Total Revenue (TTM) | CA$34.79B | CA$55.49B |
| Gross Profit (TTM) | CA$34.79B | CA$9.40B |
| EBITDA (TTM) | CA$589.00M | CA$2.65B |
Correlation
The correlation between SLF.TO and ATD.TO is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SLF.TO vs. ATD.TO - Performance Comparison
In the year-to-date period, SLF.TO achieves a 24.08% return, which is significantly higher than ATD.TO's -0.83% return. Over the past 10 years, SLF.TO has underperformed ATD.TO with an annualized return of 11.59%, while ATD.TO has yielded a comparatively higher 15.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SLF.TO vs. ATD.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sun Life Financial Inc. (SLF.TO) and Alimentation Couche-Tard Inc. (ATD.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
SLF.TO vs. ATD.TO - Dividend Comparison
SLF.TO's dividend yield for the trailing twelve months is around 3.86%, more than ATD.TO's 0.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLF.TO Sun Life Financial Inc. | 3.86% | 4.37% | 4.39% | 3.28% | 3.89% | 3.55% | 4.21% | 3.36% | 3.14% | 3.50% | 3.44% | 3.84% |
ATD.TO Alimentation Couche-Tard Inc. | 0.68% | 0.76% | 0.79% | 0.70% | 0.68% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SLF.TO vs. ATD.TO - Drawdown Comparison
The maximum SLF.TO drawdown since its inception was -71.53%, smaller than the maximum ATD.TO drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SLF.TO and ATD.TO. For additional features, visit the drawdowns tool.
Volatility
SLF.TO vs. ATD.TO - Volatility Comparison
The current volatility for Sun Life Financial Inc. (SLF.TO) is 5.16%, while Alimentation Couche-Tard Inc. (ATD.TO) has a volatility of 8.10%. This indicates that SLF.TO experiences smaller price fluctuations and is considered to be less risky than ATD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SLF.TO vs. ATD.TO - Financials Comparison
This section allows you to compare key financial metrics between Sun Life Financial Inc. and Alimentation Couche-Tard Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities